Hi Rechee Bestman,
Welcome to the Microsoft Q&A Platform! Thank you for asking your question here.
For Omaha, Nebraska, the closest Azure region would be Central US. This region is located in Iowa, which is relatively close to Nebraska.
As suggested by akinbade abiola, when creating your Windows VM in Azure, you can select the Central US region to ensure optimal performance and compliance with data residency requirements.
Each Azure geography contains one or more regions and meets specific data residency and compliance requirements. This lets you keep your business-critical data and apps nearby on fault-tolerant, high-capacity networking infrastructure.
For more information: https://azure.microsoft.com/en-us/explore/global-infrastructure/geographies/
I would recommend you go through the document for more detailed understanding of many Azure services, and guides you with hands-on exercises to deploy your very first services for free.
https://learn.microsoft.com/en-us/training/paths/azure-fundamentals-describe-azure-architecture-services/?source=recommendations
If you have any further queries, do let us know.
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